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	param	t-stat
$ω$	1.3890	4.25
$α$	0.1321	6.59
$β$	0.8471	46.43
$γ_{1}$	-0.4009	-3.00
$γ_{2}$	0.9567	4.38
$γ_{3}$	-1.2550	-6.62
$γ_{4}$	1.0246	5.38
$γ_{5}$	-0.2546	-1.42
$γ_{6}$	0.0078	0.04
$γ_{7}$	-0.2501	-1.22
$γ_{8}$	0.2504	0.94

V-Lab

Tosnet Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:6,688.63 (-656.51)

Date Range:

Parameter Estimates

News Impact Curve

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